+50.4%
AMZN vs AMGN
+156.1%
-105.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +2.8% | +1.1% | +1.7% | +2.7% |
| 30D | +5.0% | +9.3% | -4.3% | +3.6% |
| 3M | +0.6% | +12.1% | -11.5% | -1.2% |
| 6M | -1.3% | +40.3% | -41.6% | -6.7% |
| YTD | +15.5% | +45.2% | -29.7% | +8.1% |
| 1Y | +12.2% | +42.4% | -30.2% | +5.3% |
| 3Y | +87.0% | +91.0% | -4.0% | +58.9% |
| All | +50.4% | +156.1% | -105.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling